+679.5%
TSEM vs BN
+79.0%
+600.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | +0.5% |
| 7D | +10.4% | -1.2% | +11.6% | +11.2% |
| 30D | -12.9% | -10.9% | -2.0% | -6.7% |
| 3M | -9.2% | -11.1% | +1.9% | -2.9% |
| 6M | +98.8% | -4.4% | +103.1% | +102.6% |
| YTD | +87.2% | -14.1% | +101.3% | +102.0% |
| 1Y | +239.0% | -11.1% | +250.0% | +257.4% |
| 3Y | +679.5% | +75.6% | +603.9% | +496.6% |
| All | +679.5% | +79.0% | +600.5% | +496.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling